+60.4%
SIMO vs COMP
+11.9%
+48.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.2% | -6.2% | -14.3% |
| 7D | -31.4% | -1.8% | -29.6% | -31.2% |
| 30D | -45.2% | -0.8% | -44.4% | -45.0% |
| 3M | -36.5% | -28.1% | -8.4% | -35.8% |
| 6M | -34.2% | +27.0% | -61.2% | -36.4% |
| YTD | +69.9% | -12.8% | +82.7% | +60.0% |
| 1Y | +60.4% | +4.9% | +55.5% | +43.9% |
| All | +60.4% | +11.9% | +48.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling